Disappointment aversion and the equity premium puzzle : explaining the pattern of asset returns in the USA since 1800
Year of publication: |
1995
|
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Authors: | Pemberton, James |
Institutions: | Centre for Quantitative Economics & Computing (contributor) |
Publisher: |
Reading : Centre for Quantitative Economics & Computing |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | USA | United States | Risikoprämie | Risk premium | CAPM | Risikoaversion | Risk aversion |
Extent: | 20 S |
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Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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